BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 7,366: 544 554 871 4,703 4,765 6,118 6,190: 1,248 1,175
Old : 7,366: 544 554 871 4,703 4,765 6,118 6,190: 1,248 1,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: 61: 22 -30 13 89 16 124 -1: -64 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 7.5 11.8 63.8 64.7 83.1 84.0: 16.9 16.0
Old : 100.0: 7.4 7.5 11.8 63.8 64.7 83.1 84.0: 16.9 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 9 9 16 13 26 24:
Old : 31: 3 9 9 16 13 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 45.7 65.9 61.5 39.5 43.1 57.0 53.7
Old : 42.5 45.7 65.9 61.5 39.5 43.1 57.0 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 44,822: 12,041 3,963 9,950 18,597 18,253 40,587 32,166: 4,235 12,656
Old : 44,822: 12,041 3,963 9,950 18,597 18,253 40,587 32,166: 4,235 12,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: 594: 137 -82 284 132 43 554 245: 40 349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 8.8 22.2 41.5 40.7 90.6 71.8: 9.4 28.2
Old : 100.0: 26.9 8.8 22.2 41.5 40.7 90.6 71.8: 9.4 28.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 20 23 34 38 32 74 73:
Old : 89: 20 23 34 38 32 74 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 26.5 42.1 39.9 25.9 24.7 39.4 32.0
Old : 27.3 26.5 42.1 39.9 25.9 24.7 39.4 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 9,899: 166 987 1,774 6,772 5,907 8,713 8,668: 1,187 1,231
Old : 9,899: 166 987 1,774 6,772 5,907 8,713 8,668: 1,187 1,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: 243: 19 -9 59 152 179 230 228: 13 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 10.0 17.9 68.4 59.7 88.0 87.6: 12.0 12.4
Old : 100.0: 1.7 10.0 17.9 68.4 59.7 88.0 87.6: 12.0 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 3 16 15 21 17 37 35:
Old : 43: 3 16 15 21 17 37 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 35.9 58.2 56.1 31.6 21.8 40.7 32.4
Old : 38.1 35.9 58.2 56.1 31.6 21.8 40.7 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 3,473: 380 160 621 2,053 1,274 3,053 2,055: 420 1,418
Old : 3,473: 380 160 621 2,053 1,274 3,053 2,055: 420 1,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: -42: -40 13 4 5 -33 -32 -17: -10 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 4.6 17.9 59.1 36.7 87.9 59.2: 12.1 40.8
Old : 100.0: 10.9 4.6 17.9 59.1 36.7 87.9 59.2: 12.1 40.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 2 7 10 9 17 16:
Old : 23: 5 2 7 10 9 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 36.4 71.3 48.2 42.0 29.4 60.1 36.6
Old : 44.9 36.4 71.3 48.2 42.0 29.4 60.1 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 253,544: 69,411 28,495 77,868 84,088 110,511 231,367 216,873: 22,177 36,670
Old : 249,839: 67,645 29,101 76,094 84,001 108,461 227,740 213,656: 22,099 36,183
Other: 3,704: 3,341 968 199 87 2,050 3,627 3,217: 78 487
: : :
: : Changes in Commitments from: October 20, 2015 :
: 1,560: -5,277 -833 4,947 3,551 -1,590 3,221 2,525: -1,661 -965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 11.2 30.7 33.2 43.6 91.3 85.5: 8.7 14.5
Old : 100.0: 27.1 11.6 30.5 33.6 43.4 91.2 85.5: 8.8 14.5
Other: 100.0: 90.2 26.1 5.4 2.3 55.4 97.9 86.9: 2.1 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 110 77 124 85 89 256 238:
Old : 299: 110 77 124 85 89 256 238:
Other: 41: 9 9 6 3 22 13 36:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.7 16.2 21.7 23.6 11.8 13.7 20.1 19.0
Old : 12.9 16.0 22.0 23.5 12.0 13.6 20.4 18.9
Other: 90.7 43.0 96.3 58.7 89.2 43.0 90.4 56.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 347,917: 63,712 63,384 108,822 143,142 124,300 315,676 296,506: 32,241 51,411
Old : 347,917: 63,712 63,384 108,822 143,142 124,300 315,676 296,506: 32,241 51,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: 8,202: 1,076 -6,703 6,112 591 5,279 7,779 4,688: 423 3,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 18.2 31.3 41.1 35.7 90.7 85.2: 9.3 14.8
Old : 100.0: 18.3 18.2 31.3 41.1 35.7 90.7 85.2: 9.3 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 430: 107 137 169 145 147 353 363:
Old : 430: 107 137 169 145 147 353 363:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.3 13.6 20.1 20.0 12.9 11.2 19.4 15.7
Old : 13.3 13.6 20.1 20.0 12.9 11.2 19.4 15.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,827: 1,611 1,876 841 1,054 1,042 3,506 3,759: 1,322 1,068
Old : 4,827: 1,611 1,876 841 1,054 1,042 3,506 3,759: 1,322 1,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: -486: 120 -399 -211 -385 91 -475 -520: -11 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 38.9 17.4 21.8 21.6 72.6 77.9: 27.4 22.1
Old : 100.0: 33.4 38.9 17.4 21.8 21.6 72.6 77.9: 27.4 22.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 17 20 10 21 18 46 41:
Old : 65: 17 20 10 21 18 46 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 30.9 34.1 42.6 17.9 27.3 28.5 35.8
Old : 22.2 30.9 34.1 42.6 17.9 27.3 28.5 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 47,399: 10,647 7,787 12,196 15,181 10,225 38,023 30,208: 9,375 17,191
Old : 47,399: 10,647 7,787 12,196 15,181 10,225 38,023 30,208: 9,375 17,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: 1,256: 1,109 -748 -110 295 693 1,294 -165: -38 1,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 16.4 25.7 32.0 21.6 80.2 63.7: 19.8 36.3
Old : 100.0: 22.5 16.4 25.7 32.0 21.6 80.2 63.7: 19.8 36.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 49 61 54 65 71 148 155:
Old : 199: 49 61 54 65 71 148 155:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.4 13.2 25.0 21.7 11.0 6.6 17.4 10.2
Old : 15.4 13.2 25.0 21.7 11.0 6.6 17.4 10.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 4,271: 714 2,421 286 2,254 995 3,253 3,701: 1,018 570
Old : 4,271: 714 2,421 286 2,254 995 3,253 3,701: 1,018 570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: 28: -1 41 -2 12 -61 9 -23: 19 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 56.7 6.7 52.8 23.3 76.2 86.7: 23.8 13.3
Old : 100.0: 16.7 56.7 6.7 52.8 23.3 76.2 86.7: 23.8 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 8 8 9 6 20 15:
Old : 22: 4 8 8 9 6 20 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 56.2 62.0 71.9 41.7 48.5 57.6 61.8
Old : 41.7 56.2 62.0 71.9 41.7 48.5 57.6 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 31,825: 1,519 12,877 4,045 25,630 10,459 31,194 27,381: 631 4,444
Old : 31,825: 1,519 12,877 4,045 25,630 10,459 31,194 27,381: 631 4,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: 776: 10 661 163 637 -148 811 675: -35 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 40.5 12.7 80.5 32.9 98.0 86.0: 2.0 14.0
Old : 100.0: 4.8 40.5 12.7 80.5 32.9 98.0 86.0: 2.0 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 11 33 27 22 21 56 58:
Old : 78: 11 33 27 22 21 56 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 31.4 66.1 47.1 43.5 30.4 65.6 43.2
Old : 43.7 31.4 66.1 47.1 43.5 30.4 65.6 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 33,440: 3,433 1,343 0 29,311 31,415 32,744 32,758: 696 682
Old : 33,440: 3,433 1,343 0 29,311 31,415 32,744 32,758: 696 682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: -155: -369 -385 0 127 -39 -242 -424: 87 269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 4.0 0.0 87.7 93.9 97.9 98.0: 2.1 2.0
Old : 100.0: 10.3 4.0 0.0 87.7 93.9 97.9 98.0: 2.1 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 3 0 11 8 16 11:
Old : 24: 5 3 0 11 8 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.9 84.9 90.7 95.8 74.9 84.5 90.7 94.2
Old : 74.9 84.9 90.7 95.8 74.9 84.5 90.7 94.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 136,121: 32,515 51,239 9,015 71,240 39,488 112,770 99,742: 23,351 36,379
Old : 136,121: 32,515 51,239 9,015 71,240 39,488 112,770 99,742: 23,351 36,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: 2,765: 1,439 -7,463 2,433 2,274 5,673 6,147 643: -3,382 2,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 37.6 6.6 52.3 29.0 82.8 73.3: 17.2 26.7
Old : 100.0: 23.9 37.6 6.6 52.3 29.0 82.8 73.3: 17.2 26.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 22 24 17 23 27 53 60:
Old : 80: 22 24 17 23 27 53 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 40.7 55.0 47.1 44.2 40.6 53.8 46.0
Old : 45.2 40.7 55.0 47.1 44.2 40.6 53.8 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 41,742: 13,655 12,448 2,075 17,623 4,997 33,352 19,520: 8,390 22,222
Old : 41,742: 13,655 12,448 2,075 17,623 4,997 33,352 19,520: 8,390 22,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: 4,174: 2,028 1,415 449 2,493 -3,266 4,969 -1,402: -795 5,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 29.8 5.0 42.2 12.0 79.9 46.8: 20.1 53.2
Old : 100.0: 32.7 29.8 5.0 42.2 12.0 79.9 46.8: 20.1 53.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 11 12 8 10 8 24 25:
Old : 38: 11 12 8 10 8 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 22.6 56.5 31.3 42.8 22.6 56.4 30.7
Old : 42.8 22.6 56.5 31.3 42.8 22.6 56.4 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 136,899: 52,050 52,054 10,507 70,477 68,265 133,034 130,826: 3,865 6,074
Old : 136,899: 52,050 52,054 10,507 70,477 68,265 133,034 130,826: 3,865 6,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: 16,740: 1,463 888 5,737 9,401 10,332 16,602 16,957: 139 -216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 38.0 7.7 51.5 49.9 97.2 95.6: 2.8 4.4
Old : 100.0: 38.0 38.0 7.7 51.5 49.9 97.2 95.6: 2.8 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 31 46 13 14 28 55 79:
Old : 111: 31 46 13 14 28 55 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 34.0 75.3 54.0 59.9 32.9 70.6 49.2
Old : 62.8 34.0 75.3 54.0 59.9 32.9 70.6 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 174,246: 47,853 42,765 15,249 91,242 84,645 154,343 142,658: 19,902 31,587
Old : 174,246: 47,853 42,765 15,249 91,242 84,645 154,343 142,658: 19,902 31,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: -5,388: -3,812 -1,612 -1,075 978 -5,588 -3,908 -8,274: -1,480 2,886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 24.5 8.8 52.4 48.6 88.6 81.9: 11.4 18.1
Old : 100.0: 27.5 24.5 8.8 52.4 48.6 88.6 81.9: 11.4 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 33 26 25 25 32 68 73:
Old : 98: 33 26 25 25 32 68 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 32.4 57.9 43.9 48.5 31.3 57.7 42.1
Old : 48.5 32.4 57.9 43.9 48.5 31.3 57.7 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 221,528: 35,621 70,569 23,512 142,360 85,818 201,493 179,899: 20,035 41,629
Old : 221,528: 35,621 70,569 23,512 142,360 85,818 201,493 179,899: 20,035 41,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: 8,631: -12,363 17,838 4,911 20,536 -21,476 13,084 1,273: -4,452 7,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 31.9 10.6 64.3 38.7 91.0 81.2: 9.0 18.8
Old : 100.0: 16.1 31.9 10.6 64.3 38.7 91.0 81.2: 9.0 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 31 60 33 31 38 85 108:
Old : 140: 31 60 33 31 38 85 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 27.8 57.8 35.7 45.5 27.6 55.0 34.5
Old : 46.2 27.8 57.8 35.7 45.5 27.6 55.0 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 467,662: 71,947 168,536 57,041 291,059 164,092 420,047 389,668: 47,614 77,993
Old : 467,662: 71,947 168,536 57,041 291,059 164,092 420,047 389,668: 47,614 77,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: 52,621: -4,626 35,822 13,298 44,625 -7,774 53,298 41,346: -677 11,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 36.0 12.2 62.2 35.1 89.8 83.3: 10.2 16.7
Old : 100.0: 15.4 36.0 12.2 62.2 35.1 89.8 83.3: 10.2 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 55 107 75 56 58 155 197:
Old : 246: 55 107 75 56 58 155 197:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 23.0 39.5 31.4 26.2 21.8 38.5 28.9
Old : 26.4 23.0 39.5 31.4 26.2 21.8 38.5 28.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 23,282: 18,643 18,712 391 3,381 2,793 22,415 21,896: 867 1,386
Old : 23,282: 18,643 18,712 391 3,381 2,793 22,415 21,896: 867 1,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: -352: -4 7 74 -420 -279 -350 -198: -2 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 80.4 1.7 14.5 12.0 96.3 94.0: 3.7 6.0
Old : 100.0: 80.1 80.4 1.7 14.5 12.0 96.3 94.0: 3.7 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 18 4 2 4 10 22:
Old : 27: 4 18 4 2 4 10 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.2 64.9 96.2 79.5 88.2 64.9 93.4 77.8
Old : 88.2 64.9 96.2 79.5 88.2 64.9 93.4 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 31,743: 20,339 14,750 102 9,123 12,152 29,564 27,004: 2,179 4,739
Old : 31,743: 20,339 14,750 102 9,123 12,152 29,564 27,004: 2,179 4,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: 1,601: 892 -938 35 907 2,518 1,834 1,615: -233 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 46.5 0.3 28.7 38.3 93.1 85.1: 6.9 14.9
Old : 100.0: 64.1 46.5 0.3 28.7 38.3 93.1 85.1: 6.9 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 16 33 2 10 12 27 46:
Old : 68: 16 33 2 10 12 27 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 44.4 76.0 56.1 62.5 44.4 76.0 56.1
Old : 62.5 44.4 76.0 56.1 62.5 44.4 76.0 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :18,770,869: 1,536,313 1,148,111 8,007,248 8,346,800 8,421,145 17,890,361 17,576,503: 880,509 1,194,366
Old :18,770,869: 1,536,313 1,148,111 8,007,248 8,346,800 8,421,145 17,890,361 17,576,503: 880,509 1,194,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: 745,629: 109,060 225,045 439,069 194,490 70,855 742,618 734,969: 3,011 10,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 6.1 42.7 44.5 44.9 95.3 93.6: 4.7 6.4
Old : 100.0: 8.2 6.1 42.7 44.5 44.9 95.3 93.6: 4.7 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 75 82 122 146 164 286 309:
Old : 330: 75 82 122 146 164 286 309:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 21.7 33.3 34.0 8.2 8.9 13.2 11.2
Old : 20.3 21.7 33.3 34.0 8.2 8.9 13.2 11.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 856,854: 77,506 106,487 82,823 594,300 551,722 754,629 741,033: 102,225 115,822
Old : 856,854: 77,506 106,487 82,823 594,300 551,722 754,629 741,033: 102,225 115,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: -6,414: 703 -11,459 8,676 2,048 10,905 11,427 8,122: -17,841 -14,536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 12.4 9.7 69.4 64.4 88.1 86.5: 11.9 13.5
Old : 100.0: 9.0 12.4 9.7 69.4 64.4 88.1 86.5: 11.9 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 640: 135 153 145 255 269 477 480:
Old : 640: 135 153 145 255 269 477 480:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 12.4 26.8 19.3 13.5 7.6 20.3 12.5
Old : 16.4 12.4 26.8 19.3 13.5 7.6 20.3 12.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 164,047: 13,022 6,338 20,154 93,317 93,296 126,492 119,788: 37,555 44,259
Old : 164,047: 13,022 6,338 20,154 93,317 93,296 126,492 119,788: 37,555 44,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: 8,312: -782 2,163 3,555 6,324 19,907 9,096 25,624: -784 -17,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 3.9 12.3 56.9 56.9 77.1 73.0: 22.9 27.0
Old : 100.0: 7.9 3.9 12.3 56.9 56.9 77.1 73.0: 22.9 27.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 15 15 23 47 43 77 66:
Old : 85: 15 15 23 47 43 77 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 22.9 32.8 37.2 13.9 15.5 21.2 23.8
Old : 21.0 22.9 32.8 37.2 13.9 15.5 21.2 23.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,464,035: 346,949 525,273 288,820 2,504,915 2,292,129 3,140,685 3,106,223: 323,350 357,812
Old : 3,464,035: 346,949 525,273 288,820 2,504,915 2,292,129 3,140,685 3,106,223: 323,350 357,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: -73,630: 6,403 -69,127 26,628 -21,376 -45,013 11,654 -87,512: -85,284 13,882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 15.2 8.3 72.3 66.2 90.7 89.7: 9.3 10.3
Old : 100.0: 10.0 15.2 8.3 72.3 66.2 90.7 89.7: 9.3 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 618: 129 146 135 244 262 452 464:
Old : 618: 129 146 135 244 262 452 464:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 11.9 29.5 19.7 16.1 9.8 24.4 15.5
Old : 19.2 11.9 29.5 19.7 16.1 9.8 24.4 15.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 84,016: 6,020 7,280 727 66,024 72,206 72,771 80,213: 11,245 3,803
Old : 84,016: 6,020 7,280 727 66,024 72,206 72,771 80,213: 11,245 3,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: 689: -354 876 441 -1,204 -665 -1,117 652: 1,806 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 8.7 0.9 78.6 85.9 86.6 95.5: 13.4 4.5
Old : 100.0: 7.2 8.7 0.9 78.6 85.9 86.6 95.5: 13.4 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 11 10 3 40 37 53 48:
Old : 83: 11 10 3 40 37 53 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 43.2 55.5 65.8 35.9 43.1 55.3 65.4
Old : 36.1 43.2 55.5 65.8 35.9 43.1 55.3 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 67,842: 18,147 6,753 1,853 42,449 53,736 62,449 62,342: 5,393 5,500
Old : 67,842: 18,147 6,753 1,853 42,449 53,736 62,449 62,342: 5,393 5,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: 8,423: 2,856 -2,496 853 4,385 9,527 8,095 7,885: 328 538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 10.0 2.7 62.6 79.2 92.1 91.9: 7.9 8.1
Old : 100.0: 26.7 10.0 2.7 62.6 79.2 92.1 91.9: 7.9 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 59 42 23 73 77 143 131:
Old : 226: 59 42 23 73 77 143 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 33.2 48.3 47.7 38.6 33.2 48.3 47.5
Old : 38.6 33.2 48.3 47.7 38.6 33.2 48.3 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 339,209: 90,735 33,765 9,265 212,243 268,680 312,244 311,709: 26,965 27,500
Old : 339,209: 90,735 33,765 9,265 212,243 268,680 312,244 311,709: 26,965 27,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: 42,116: 14,281 -12,479 4,267 21,925 47,637 40,474 39,425: 1,642 2,691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 10.0 2.7 62.6 79.2 92.1 91.9: 7.9 8.1
Old : 100.0: 26.7 10.0 2.7 62.6 79.2 92.1 91.9: 7.9 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 59 42 23 73 77 143 131:
Old : 226: 59 42 23 73 77 143 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 33.2 48.3 47.7 38.6 33.2 48.3 47.5
Old : 38.6 33.2 48.3 47.7 38.6 33.2 48.3 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 157,241: 44,779 81,407 7,507 87,086 37,491 139,372 126,405: 17,868 30,836
Old : 157,241: 44,779 81,407 7,507 87,086 37,491 139,372 126,405: 17,868 30,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: -819: 1,274 -572 -1,213 -1,357 124 -1,296 -1,661: 477 842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 51.8 4.8 55.4 23.8 88.6 80.4: 11.4 19.6
Old : 100.0: 28.5 51.8 4.8 55.4 23.8 88.6 80.4: 11.4 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 20 40 12 18 23 43 70:
Old : 89: 20 40 12 18 23 43 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 43.2 71.0 52.7 57.7 42.9 68.6 52.1
Old : 58.1 43.2 71.0 52.7 57.7 42.9 68.6 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 52,546: 20,816 23,719 333 23,506 20,241 44,655 44,293: 7,891 8,253
Old : 52,546: 20,816 23,719 333 23,506 20,241 44,655 44,293: 7,891 8,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: 3,060: -15 2,279 -127 2,874 1,281 2,732 3,433: 328 -373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 45.1 0.6 44.7 38.5 85.0 84.3: 15.0 15.7
Old : 100.0: 39.6 45.1 0.6 44.7 38.5 85.0 84.3: 15.0 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 18 18 3 22 12 41 32:
Old : 65: 18 18 3 22 12 41 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 59.0 51.0 70.0 38.5 59.0 51.0 70.0
Old : 38.5 59.0 51.0 70.0 38.5 59.0 51.0 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 93,269: 48,566 14,305 710 33,137 25,359 82,413 40,374: 10,856 52,895
Old : 93,269: 48,566 14,305 710 33,137 25,359 82,413 40,374: 10,856 52,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: 5,471: 2,093 2,385 -356 3,758 2,524 5,495 4,553: -24 918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 15.3 0.8 35.5 27.2 88.4 43.3: 11.6 56.7
Old : 100.0: 52.1 15.3 0.8 35.5 27.2 88.4 43.3: 11.6 56.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 41 7 5 34 18 78 27:
Old : 90: 41 7 5 34 18 78 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 30.5 40.3 35.7 29.1 30.4 40.1 35.1
Old : 29.4 30.5 40.3 35.7 29.1 30.4 40.1 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 30, 2015